+910.3%
XBI vs INSM
+489.3%
+421.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | -4.6% | +0.5% | -5.1% | -4.7% |
| 30D | -0.8% | -4.0% | +3.2% | -0.2% |
| 3M | +21.8% | +38.5% | -16.7% | +15.4% |
| 6M | +23.2% | -11.5% | +34.7% | +23.5% |
| YTD | +28.7% | -26.9% | +55.6% | +32.4% |
| 1Y | +67.8% | -12.8% | +80.6% | +67.5% |
| 3Y | +100.6% | +384.7% | -284.0% | +45.2% |
| 5Y | +19.8% | +368.8% | -349.0% | -13.6% |
| 10Y | +159.7% | +865.7% | -706.0% | +55.6% |
| All | +910.3% | +489.3% | +421.0% | +421.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling